Link full .blend files
Scenes in blender are like separate environments, each one is visible independently and renders it's own output, while you can have linked objects that can be moved in each scene at the same time.

One way of combining multiple scenes is to composite them together.

Most likely I think you want to import all of the objects from the other files into your container scene, not the scene itself. Your container scene can contain many imported objects from many different files. When you import objects from another file you can select all of the objects (press A in the file browser) in one file and import them in one go.

A common method used when linking files is to assign a group to a number of objects and import the group into your container scene. Each group will then show up as one item visible in your container scene. With objects to be animated, this often includes an armature in the group. You can then make a proxy of the armature to allow animating it in the new file while the mesh can only be altered in the original file.

There is an addon called Edit Linked Library that makes it easy to switch between files containing linked objects.